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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~language:"ara"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Kapitaleinkommen
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Theorie
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Lunde, Asger
2
Strunk Hansen, Charlotte
2
Zhou, Chunsheng
2
Barndorff-Nielsen, Ole E.
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1
Dupont, Dominique
1
Furfine, Craig H.
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1
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1
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Centre for Analytical Finance <Århus>
Federal Reserve System / Division of Research and Statistics
National Bureau of Economic Research
350
Rodney L. White Center for Financial Research
15
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Birkbeck College / Department of Economics
10
European University Institute / Department of Economics
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Ekonomiska forskningsinstitutet <Stockholm>
8
Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institute of Finance and Accounting <London>
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Internationaler Währungsfonds / Research Department
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The Wharton Financial Institutions Center
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University of Chicago / Center for Research in Security Prices
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Erasmus Research Institute of Management
6
Federal Reserve Bank of San Francisco
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International Monetary Fund
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Centre for Economic Policy Research
4
International Center for Financial Asset Management and Engineering
4
University of British Columbia / Finance Division
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University of Exeter / Department of Economics
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Brown University / Department of Economics
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Federal Reserve Bank of New York
3
Federal Reserve System / Board of Governors
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Western Hemisphere Department
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Massachusetts Institute of Technology / Department of Economics
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
World Bank
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2
Centre for Growth and Business Cycle Research <Manchester>
2
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Christian-Albrechts-Universität zu Kiel
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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Danmarks Nationalbank
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Finance and economics discussion series
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ECONIS (ZBW)
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1
Measuring the social return to R&D
Jones, Charles I.
-
1997
Persistent link: https://www.econbiz.de/10000961486
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2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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3
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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4
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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6
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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7
Stock market fluctuations and the term structure
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000930617
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8
Forecasting long- and short-horizon stock returns in a unified framework
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000931475
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9
Interbank payments and the daily federal funds rate
Furfine, Craig H.
-
1998
Persistent link: https://www.econbiz.de/10000990237
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10
Equilibrium price with institutional investors and with naive traders
Dupont, Dominique
-
1998
Persistent link: https://www.econbiz.de/10000987297
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